If you have a corner or turn that makes it really awkward not to change direction, you can either color using curved lines or color using very small circles instead of lines. Just keep in mind that how you color will always be visible and will create the appearance of texture.
Use good quality crayons (Crayola works well) for the best results. Making the fill color darker around the edges is a good technique for adding dimension. As you work, don't press too hard. It's better to add layers of color than to have too much color that you can't remove. Take care to color evenly and without causing color streaks. When you're finished, place a piece of scrap fabric over the coloring and iron the paper on a high setting. This will heat set the coloring and remove excess wax.